THE COMPLEX CEPSTRUM OF HIGHER-ORDER CUMULANTS AND NONMINIMUM PHASE SYSTEM-IDENTIFICATION

被引:93
作者
PAN, R
NIKIAS, CL
机构
[1] Northeastern Univ, Boston, MA, USA, Northeastern Univ, Boston, MA, USA
来源
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1988年 / 36卷 / 02期
关键词
MATHEMATICAL TECHNIQUES - Least Squares Approximations - MATHEMATICAL TRANSFORMATIONS - Fast Fourier Transforms - NOISE; SPURIOUS SIGNAL - SYSTEMS SCIENCE AND CYBERNETICS - Identification;
D O I
10.1109/29.1513
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
A computationally efficient identification procedure is proposed for a non-Gaussian white-noise-driven linear, time-invariant, nonminimum-phase system. The method is based on the idea of computing the complex cepstrum of higher-order cumulants of the system output. In particular, the differential cepstrum parameters of the nonminimum-phase impulse response are estimated directly from higher-order cumulants by least-squares solution or two-dimensional FFT operations. The method reconstructs the minimum-phase and maximum-phase impulse response components separately. It is flexible enough to be applied on autoregessive (AR), moving average (MA), or ARMA systems without a priori knowledge of the type of the system. Benchmark simulation examples demonstrate the effectiveness of the method even with short length data records.
引用
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页码:186 / 205
页数:20
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